Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47710.57 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46315.61 Kr¶

PnL: ---------------------------------------> -572.96 Kr¶

DD now: ---------------------------------> -1.89 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 14:03:10.022227'

Anic Portfolio¶

Today¶

Return: -0.569 %¶

This Week¶

Return: -0.422 %¶

Total¶

Return: 56.192 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.620000 3156.400000 185.400000 6.240000 2971.000006
HEBA B 70 -1.360000 2800.000000 164.000000 6.220000 2636.000010
Corem Property Group B 59 -1.400000 624.220000 47.220000 8.180000 576.999999
AcadeMedia 12 -0.400000 600.000000 43.000000 7.720000 557.000004
MedCap 2 -0.430000 463.000000 42.000000 9.980000 421.000000
HMS Networks 2 -1.230000 708.400000 35.400000 5.260000 673.000000
Resurs Holding 22 0.770000 608.300000 34.300000 5.980000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.040000 388.900000 33.900000 9.550000 355.000000
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Boozt 12 -0.710000 1676.400000 22.400000 1.350000 1653.999996
Norva24 Group 16 -0.340000 562.880000 19.880000 3.660000 543.000000
Intrum 4 -0.400000 544.200000 17.200000 3.260000 527.000000
Swedbank A 3 2.220000 581.100000 17.100000 3.030000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 0.700000 584.040000 14.040000 2.460000 570.000000
OEM International B 7 -0.510000 541.800000 13.800000 2.610000 527.999997
Eastnine 4 -1.570000 500.800000 9.800000 2.000000 491.000000
Coor Service Management Hold. 8 -0.950000 541.600000 9.600000 1.800000 532.000000
SAAB B 8 -0.490000 3386.400000 9.400000 0.280000 3377.000000
Nordea Bank Abp 29 0.540000 3462.600000 8.600000 0.250000 3453.999992
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.100000 249.120000 3.120000 1.270000 246.000000
Handelsbanken A 5 0.230000 547.250000 1.250000 0.230000 546.000000
Creaspac SPAC 6 -0.100000 576.000000 -1.000000 -0.170000 577.000002
CTEK 13 -0.990000 531.310000 -2.690000 -0.500000 533.999999
Midsona B 63 -0.330000 567.630000 -15.370000 -2.640000 582.999984
Essity B 2 -1.420000 555.200000 -18.800000 -3.280000 574.000000
International Petroleum Corp. 5 -1.830000 564.500000 -30.070000 -5.060000 594.565215
Essity A 4 -1.770000 1112.000000 -37.000000 -3.220000 1149.000000
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -1.090000 545.560000 -67.440000 -11.000000 612.999432
Axfood 13 -0.920000 3627.000000 -129.000000 -3.430000 3756.000001
OX2 18 -1.250000 1422.000000 -242.000000 -14.540000 1663.999992
Fasadgruppen Group 35 1.700000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 -1.960000 2854.800000 -507.200000 -15.090000 3361.999992
TOTAL 46315.610000 -572.960000 -1.89044% 46888.564618

Updated:¶

'2023-01-24 14:03:22.985231'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶